-68.3%
TTD vs GWRE
-44.7%
-23.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.4% |
| 7D | -0.6% | -13.2% | +12.6% | +4.8% |
| 30D | +6.3% | -18.6% | +24.9% | +13.1% |
| 3M | -24.1% | +18.9% | -43.0% | -33.1% |
| 6M | -47.4% | -11.0% | -36.5% | -47.5% |
| YTD | -62.2% | -29.9% | -32.3% | -60.5% |
| 1Y | -68.3% | -44.3% | -24.0% | -62.1% |
| All | -68.3% | -44.7% | -23.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling